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A Nonconvex Max-Min Problem.
GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
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An algorithm designed to solve a large class of nonconvex max-min problems is described. Its usefullness and applicability is demonstrated by solving an extension of a recently introduced model which optimally allocates strategic weapon systems. The extended model is shown to be equivalent to a nonconvex mathematical program with an infinite number of constraints, and hence is not solvable by conventional procedures. An example is worked out in detail to illustrate the algorithm.
APPROVED FOR PUBLIC RELEASE